Pages that link to "Item:Q4431158"
From MaRDI portal
The following pages link to A class of stochastic optimal control problems with state constraint (Q4431158):
Displayed 10 items.
- On a parabolic Hamilton-Jacobi-Bellman equation degenerating at the boundary (Q324001) (← links)
- Pension funds with a minimum guarantee: a stochastic control approach (Q483716) (← links)
- Singular control with state constraints on unbounded domain (Q858986) (← links)
- Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models (Q2110493) (← links)
- A level-set approach for stochastic optimal control problems under controlled-loss constraints (Q2198527) (← links)
- Optimal management of pumped hydroelectric production with state constrained optimal control (Q2246663) (← links)
- Viscosity characterization of the value function of an investment-consumption problem in presence of an illiquid asset (Q2251580) (← links)
- Remarks on the vanishing viscosity process of state-constraint Hamilton-Jacobi equations (Q2673511) (← links)
- State-Constrained Stochastic Optimal Control Problems via Reachability Approach (Q2822794) (← links)
- PORTFOLIO OPTIMIZATION UNDER A QUANTILE HEDGING CONSTRAINT (Q4555858) (← links)
